QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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#include <fdmsolverdesc.hpp>
Public Attributes | |
const ext::shared_ptr< FdmMesher > | mesher |
const FdmBoundaryConditionSet | bcSet |
const ext::shared_ptr< FdmStepConditionComposite > | condition |
const ext::shared_ptr< FdmInnerValueCalculator > | calculator |
const Time | maturity |
const Size | timeSteps |
const Size | dampingSteps |
Definition at line 35 of file fdmsolverdesc.hpp.
const ext::shared_ptr<FdmMesher> mesher |
Definition at line 36 of file fdmsolverdesc.hpp.
const FdmBoundaryConditionSet bcSet |
Definition at line 37 of file fdmsolverdesc.hpp.
const ext::shared_ptr<FdmStepConditionComposite> condition |
Definition at line 38 of file fdmsolverdesc.hpp.
const ext::shared_ptr<FdmInnerValueCalculator> calculator |
Definition at line 39 of file fdmsolverdesc.hpp.
const Time maturity |
Definition at line 40 of file fdmsolverdesc.hpp.
const Size timeSteps |
Definition at line 41 of file fdmsolverdesc.hpp.
const Size dampingSteps |
Definition at line 42 of file fdmsolverdesc.hpp.